scientific article; zbMATH DE number 3950349

zbMATH Open0591.93066MaRDI QIDQ3720439FDOQ3720439

Authors: Alain Bensoussan 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

surveydynamic programmingmaximum principlepartial informationstochastic optimal controlNonlinear filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)

Cited In (9)

• The probabilistic structure of controlled diffusion processes
• Controlled diffusion processes
• On some recent aspects of stochastic control and their applications
• A risk-sensitive maximum principle
• Title not available (Why is that?)
• Stochastic control theory and operational research
• A direct method for solving stochastic control problems
• Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems
• Encounters with Martingales in Stochastic Control

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